Modelling sample selection using Archimedean copulas
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Cites work
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- Horizontal inequity comparisons
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Cited in
(46)- Construction of bivariate S-distributions with copulas
- Multinomial choice models based on Archimedean copulas
- Semi-parametric copula sample selection models for count responses
- Copula based generalized additive models for location, scale and shape with non-random sample selection
- Bayesian estimation of a discrete response model with double rules of sample selection
- Partial copula methods for models with multiple discrete endogenous explanatory variables and sample selection
- Accounting for non-response bias using participation incentives and survey design: an application using gift vouchers
- Jackknife empirical likelihood method for copulas
- A penalized likelihood estimation approach to semiparametric sample selection binary response modeling
- Sample selection models with monotone control functions
- Correcting for sample selection bias in Bayesian distributional regression models
- A new family of Archimedean copulas: the truncated-Poisson family of copulas
- Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims
- Copula theory approach to stochastic geometric programming
- A trivariate Gaussian copula stochastic frontier model with sample selection
- Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models
- Factors affecting economic output in developed countries: a copula approach to sample selection with panel data
- A double-copula stochastic frontier model with dependent error components and correction for sample selection
- A flexible parametric approach for estimating switching regime models and treatment effect parameters
- Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas
- Vector copulas
- A new bivariate Archimedean copula with application to the evaluation of VaR
- Selecting the suitable copula function when only values of distribution functions are avaliable
- Sampling a survival and conditional class of Archimedean processes
- Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*
- Bivariate non-normality in the sample selection model
- A copula test space model how to avoid the wrong copula choice
- Estimation of a regression spline sample selection model
- Stochastic frontier models with dependent error components
- Copula Based Polychotomous Choice Selectivity Model: Application to Occupational Choice and Wage Determination of Older Workers
- Dependent frequency-severity modeling of insurance claims
- A semiparametric type II Tobit model for time-to-event data with application to a merger and acquisition study
- A goodness-of-fit test for copulas
- Efficient semiparametric copula estimation of regression models with endogeneity
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- Econometric analysis of private and public wage determination for older workers using a copula and switching regression
- Managed care and health care utilization: specification of bivariate models using copulas
- Estimation of treatment effects in nonlinear models with unobserved confounding
- Income and democracy: a bivariate copula approach
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- Empirical likelihood based confidence intervals for copulas
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